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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
-16.72%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$109B
AUM Growth
-$27.6B
Cap. Flow
+$3.06B
Cap. Flow %
2.8%
Top 10 Hldgs %
19.83%
Holding
4,118
New
163
Increased
1,841
Reduced
1,900
Closed
198

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$358M
2
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$249M
3
AMZN icon
Amazon
AMZN
+$136M
4
IUSG icon
iShares Core S&P US Growth ETF
IUSG
+$125M
5
VT icon
Vanguard Total World Stock ETF
VT
+$117M

Top Sells

Rank Stock Value
1
CVX icon
Chevron
CVX
+$155M
2
WFC icon
Wells Fargo
WFC
+$117M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$102M
4
BA icon
Boeing
BA
+$102M
5
SPTM icon
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
+$95.2M

Sector Composition

Rank Sector Weight
1 Technology 18.86%
2 Healthcare 12.98%
3 Financials 12.14%
4 Consumer Discretionary 8.18%
5 Communication Services 7.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SRPT icon
776
Sarepta Therapeutics
SRPT
$1.64B
$15.7M 0.01%
160,293
+16,911
+12% +$1.93M
AVK
777
Advent Convertible and Income Fund
AVK
$528M
$15.6M 0.01%
1,510,060
-100,434
-6% -$1.4M
AMED
778
DELISTED
Amedisys
AMED
$15.6M 0.01%
85,213
-2,183
-2% -$388K
HP icon
779
Helmerich & Payne
HP
$3.34B
$15.6M 0.01%
997,906
+326,485
+49% +$11.5M
LYG icon
780
Lloyds Banking Group
LYG
$85.2B
$15.6M 0.01%
10,342,504
-4,184,560
-29% -$10.8M
IDA icon
781
Idacorp
IDA
$8B
$15.6M 0.01%
177,853
+13,129
+8% +$1.35M
ARW icon
782
Arrow Electronics
ARW
$10.5B
$15.6M 0.01%
300,268
-6,995
-2% -$497K
BFAM icon
783
Bright Horizons
BFAM
$4.35B
$15.6M 0.01%
152,634
+38,361
+34% +$5.64M
KUB
784
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$15.5M 0.01%
246,728
-15,413
-6% -$970K
MORN icon
785
Morningstar
MORN
$7.55B
$15.5M 0.01%
133,345
+842
+0.6% +$122K
WTRG icon
786
Essential Utilities
WTRG
$11.5B
$15.4M 0.01%
379,010
+22,780
+6% +$1.07M
LNG icon
787
Cheniere Energy
LNG
$54.2B
$15.4M 0.01%
460,291
+134,320
+41% +$6.88M
ALB icon
788
Albemarle
ALB
$13.4B
$15.4M 0.01%
273,184
+11,148
+4% +$854K
LN
789
DELISTED
LINE Corporation
LN
$15.4M 0.01%
319,318
+42,317
+15% +$2.05M
URBN icon
790
Urban Outfitters
URBN
$6.46B
$15.3M 0.01%
1,075,054
-60,391
-5% -$1.4M
BOE icon
791
BlackRock Enhanced Global Dividend Trust
BOE
$659M
$15.3M 0.01%
1,842,387
+139,247
+8% +$1.41M
TPR icon
792
Tapestry
TPR
$30.3B
$15.3M 0.01%
1,179,351
+211,704
+22% +$4.96M
JBL icon
793
Jabil
JBL
$30.1B
$15.2M 0.01%
617,988
-27,056
-4% -$944K
CPT icon
794
Camden Property Trust
CPT
$11.5B
$15.2M 0.01%
191,194
-12,718
-6% -$1.32M
CGNX icon
795
Cognex
CGNX
$9.62B
$15.1M 0.01%
358,394
+27,636
+8% +$1.38M
FRT icon
796
Federal Realty Investment Trust
FRT
$10.9B
$15.1M 0.01%
201,762
+54,590
+37% +$6.28M
NWSA icon
797
News Corp Class A
NWSA
$15.6B
$15M 0.01%
1,671,557
-102,926
-6% -$1.3M
BNL
798
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$14.9M 0.01%
732,783
+117,524
+19% +$2.4M
NWE icon
799
NorthWestern Energy
NWE
$4.34B
$14.9M 0.01%
248,883
-24,390
-9% -$1.74M
NBIX icon
800
Neurocrine Biosciences
NBIX
$18.2B
$14.9M 0.01%
171,910
+4,881
+3% +$478K
30 31
32
33 34

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Parametric Portfolio Associates's Q1 2020 Portfolio in Review

As of Q1 2020, Parametric Portfolio Associates held 4,118 positions worth $109B, down 20% from $137B the previous quarter. Its ten largest holdings account for 20% of the portfolio.

Parametric Portfolio Associates's Q1 2020 filing shows 163 new, 1,841 increased, 1,900 reduced and 198 closed positions. Its largest new stake was Vanguard Total World Stock ETF: 1,555,171 shares worth $97.7M. The largest sale was Chevron, an estimated $155M.

By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 17% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q1 2020 buy was Vanguard Total World Stock ETF: 1,555,171 shares worth $97.7M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q1 2020, an estimated $358M increase.
  • Parametric Portfolio Associates's biggest Q1 2020 reduction was Chevron, cutting an estimated $155M.
  • Parametric Portfolio Associates fully exited Allianz Se Sponsored Adr Repstg 1/10 Ord Sh in Q1 2020, selling an estimated $93.7M.
  • Parametric Portfolio Associates's ten largest holdings make up 20% of its $109B portfolio in Q1 2020.
  • Parametric Portfolio Associates opened 163 new positions and closed 198 in Q1 2020.
  • Parametric Portfolio Associates's portfolio value fell 20% quarter-over-quarter to $109B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2020, filed 13 May 2020.